| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129973 | Statistics & Probability Letters | 2017 | 4 Pages |
Abstract
This paper proposes a method to decompose a square-integrable random variable into any number of marginal random variables under partial information restrictions. An executable algorithm and a concrete example of the capital allocation problem are also provided.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Hui Shao,